| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KOD | 38.596 | 9.40 | B2 | - | - | - | D | - | - | Uvkjp | Q-Jznod | 160-170 | 145 | 5.82% | 5.900% | 97.37864 |
| U | XBC | 76.378 | 3.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-1 | RFX | 17.300 | 5.47 | S-1 | - | - | - | Z1+ | - | - | Yjxwu | J-Hfiuc | 30-32 | 28 | 5.67% | 5.671% | 407.00000 |
| B-3 | OKT | 707.170 | 3.30 | Eoo | - | - | - | BBB | - | - | Tmuzo | J-Jyqdb | 105-110 | 98 | 5.52% | 5.588% | 69.35272 |
| Y | XAE | 92.184 | 4.00 | Iy3 | - | - | - | BB | - | - | Ykffb | Y-Tohtw | 525-535 | 500 | 9.00% | 9.421% | 59.45450 |
| K-2 | PIT | 377.000 | 2.43 | Aoo | - | - | - | FFF | - | - | Jahnq | N-Lcwrs | 95-100 | 88 | 5.88% | 5.955% | 88.24478 |
| M | LVN | 27.663 | 4.00 | G3 | - | - | - | N | - | - | - | - | - | - | - | - | - |
| S | ORM | 33.834 | 6.23 | Ic2 | - | - | - | EE | - | - | Kptoz | D-Qapqt | 125-130 | 115 | 5.56% | 5.625% | 44.36561 |
| H | VXH | 19.958 | 4.73 | Lpp3 | - | - | - | MMM | - | - | Yazbw | G-Wydss | 250-260 | 225 | 6.58% | 6.672% | 49.79513 |
Tranche Comments
L-1: First Pay: 2024-07-22; Registration: 144L/Itm U;
K-2: First Pay: 2024-07-22; Registration: 144I/Mwq H;
B-3: First Pay: 2024-07-22; Registration: 144E/Ppb U;
S: First Pay: 2024-07-22; Registration: 144B/Zsr T;
X: First Pay: 2024-07-22; Registration: 144K/Cib Y;
H: First Pay: 2024-07-22; Registration: 144G/Jpn A;
Y: First Pay: 2024-07-22; Registration: 144F Zcnf;
M: First Pay: 2024-07-22; Registration: 144B Xjwe;
U: First Pay: 2024-07-22; Registration: 144P Faas;
Risk Retention
XSy Yjmwqjfetu
Pricing Speed
5% KOT hq 15% Kqqqr-Xh Kqqq